Pages that link to "Item:Q645948"
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The following pages link to On stochastic calculus related to financial assets without semimartingales (Q645948):
Displaying 11 items.
- Generalized covariation for Banach space valued processes, Itō formula and applications (Q470098) (← links)
- Itô calculus without probability in idealized financial markets (Q493630) (← links)
- Pathwise stochastic integrals for model free finance (Q726748) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- Pricing by hedging and no-arbitrage beyond semimartingales (Q2271717) (← links)
- A Feynman-Kac result via Markov BSDEs with generalised drivers (Q2278678) (← links)
- Financial economics without probabilistic prior assumptions (Q2343120) (← links)
- The covariation for Banach space valued processes and applications (Q2441314) (← links)
- Generalized covariation and extended Fukushima decomposition for Banach space-valued processes: applications to windows of Dirichlet processes (Q2909256) (← links)
- Forward integration, convergence and non-adapted pointwise multipliers (Q5247187) (← links)
- Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes (Q6120831) (← links)